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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1869	1.64
αARCH	0.8416	4.57***
βGARCH	0.1584	0.97
γleverage	-0.3072	-1.77*
δpower	0.7373	1.75*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1869	1.64
α ARCH Response to squared shocks	0.8416	4.57***
β GARCH Volatility persistence	0.1584	0.97
γ leverage Additional response to negative shocks	-0.3072	-1.77*
δ power Transformation power	0.7373	1.75*

V-Lab

Pasqal Holding SA Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses